config.h 54.2 KB
Newer Older
1
2
3
4
5
6
7
/*!
 * Copyright (c) 2016 Microsoft Corporation. All rights reserved.
 * Licensed under the MIT License. See LICENSE file in the project root for license information.
 *
 * \note
 * desc and descl2 fields must be written in reStructuredText format
 */
Guolin Ke's avatar
Guolin Ke committed
8
9
10
#ifndef LIGHTGBM_CONFIG_H_
#define LIGHTGBM_CONFIG_H_

11
12
#include <LightGBM/export.h>
#include <LightGBM/meta.h>
Guolin Ke's avatar
Guolin Ke committed
13
14
15
16
17
#include <LightGBM/utils/common.h>
#include <LightGBM/utils/log.h>

#include <string>
#include <algorithm>
Guolin Ke's avatar
Guolin Ke committed
18
#include <memory>
19
20
21
#include <unordered_map>
#include <unordered_set>
#include <vector>
Guolin Ke's avatar
Guolin Ke committed
22
23
24

namespace LightGBM {

Guolin Ke's avatar
Guolin Ke committed
25
26
27
28
/*! \brief Types of tasks */
enum TaskType {
  kTrain, kPredict, kConvertModel, KRefitTree
};
29
const int kDefaultNumLeaves = 31;
Guolin Ke's avatar
Guolin Ke committed
30

Guolin Ke's avatar
Guolin Ke committed
31
struct Config {
Nikita Titov's avatar
Nikita Titov committed
32
 public:
Guolin Ke's avatar
Guolin Ke committed
33
  std::string ToString() const;
Guolin Ke's avatar
Guolin Ke committed
34
35
36
37
  /*!
  * \brief Get string value by specific name of key
  * \param params Store the key and value for params
  * \param name Name of key
Hui Xue's avatar
Hui Xue committed
38
  * \param out Value will assign to out if key exists
Guolin Ke's avatar
Guolin Ke committed
39
40
  * \return True if key exists
  */
Guolin Ke's avatar
Guolin Ke committed
41
  inline static bool GetString(
Guolin Ke's avatar
Guolin Ke committed
42
43
44
45
46
47
48
    const std::unordered_map<std::string, std::string>& params,
    const std::string& name, std::string* out);

  /*!
  * \brief Get int value by specific name of key
  * \param params Store the key and value for params
  * \param name Name of key
Hui Xue's avatar
Hui Xue committed
49
  * \param out Value will assign to out if key exists
Guolin Ke's avatar
Guolin Ke committed
50
51
  * \return True if key exists
  */
Guolin Ke's avatar
Guolin Ke committed
52
  inline static bool GetInt(
Guolin Ke's avatar
Guolin Ke committed
53
54
55
56
    const std::unordered_map<std::string, std::string>& params,
    const std::string& name, int* out);

  /*!
57
  * \brief Get double value by specific name of key
Guolin Ke's avatar
Guolin Ke committed
58
59
  * \param params Store the key and value for params
  * \param name Name of key
Hui Xue's avatar
Hui Xue committed
60
  * \param out Value will assign to out if key exists
Guolin Ke's avatar
Guolin Ke committed
61
62
  * \return True if key exists
  */
Guolin Ke's avatar
Guolin Ke committed
63
  inline static bool GetDouble(
Guolin Ke's avatar
Guolin Ke committed
64
    const std::unordered_map<std::string, std::string>& params,
65
    const std::string& name, double* out);
Guolin Ke's avatar
Guolin Ke committed
66
67
68
69
70

  /*!
  * \brief Get bool value by specific name of key
  * \param params Store the key and value for params
  * \param name Name of key
Hui Xue's avatar
Hui Xue committed
71
  * \param out Value will assign to out if key exists
Guolin Ke's avatar
Guolin Ke committed
72
73
  * \return True if key exists
  */
Guolin Ke's avatar
Guolin Ke committed
74
  inline static bool GetBool(
Guolin Ke's avatar
Guolin Ke committed
75
76
    const std::unordered_map<std::string, std::string>& params,
    const std::string& name, bool* out);
77

Guolin Ke's avatar
Guolin Ke committed
78
  static void KV2Map(std::unordered_map<std::string, std::string>* params, const char* kv);
79
  static std::unordered_map<std::string, std::string> Str2Map(const char* parameters);
Guolin Ke's avatar
Guolin Ke committed
80

Guolin Ke's avatar
Guolin Ke committed
81
  #pragma region Parameters
82

Guolin Ke's avatar
Guolin Ke committed
83
84
85
  #pragma region Core Parameters

  // [doc-only]
86
87
  // alias = config_file
  // desc = path of config file
88
  // desc = **Note**: can be used only in CLI version
Guolin Ke's avatar
Guolin Ke committed
89
90
91
  std::string config = "";

  // [doc-only]
92
93
94
95
96
97
98
99
  // type = enum
  // default = train
  // options = train, predict, convert_model, refit
  // alias = task_type
  // desc = ``train``, for training, aliases: ``training``
  // desc = ``predict``, for prediction, aliases: ``prediction``, ``test``
  // desc = ``convert_model``, for converting model file into if-else format, see more information in `IO Parameters <#io-parameters>`__
  // desc = ``refit``, for refitting existing models with new data, aliases: ``refit_tree``
Guolin Ke's avatar
Guolin Ke committed
100
  // desc = **Note**: can be used only in CLI version; for language-specific packages you can use the correspondent functions
Guolin Ke's avatar
Guolin Ke committed
101
102
103
  TaskType task = TaskType::kTrain;

  // [doc-only]
104
  // type = enum
105
  // options = regression, regression_l1, huber, fair, poisson, quantile, mape, gamma, tweedie, binary, multiclass, multiclassova, cross_entropy, cross_entropy_lambda, lambdarank, rank_xendcg
106
107
  // alias = objective_type, app, application
  // desc = regression application
Guolin Ke's avatar
Guolin Ke committed
108
109
  // descl2 = ``regression``, L2 loss, aliases: ``regression_l2``, ``l2``, ``mean_squared_error``, ``mse``, ``l2_root``, ``root_mean_squared_error``, ``rmse``
  // descl2 = ``regression_l1``, L1 loss, aliases: ``l1``, ``mean_absolute_error``, ``mae``
110
111
112
113
114
  // descl2 = ``huber``, `Huber loss <https://en.wikipedia.org/wiki/Huber_loss>`__
  // descl2 = ``fair``, `Fair loss <https://www.kaggle.com/c/allstate-claims-severity/discussion/24520>`__
  // descl2 = ``poisson``, `Poisson regression <https://en.wikipedia.org/wiki/Poisson_regression>`__
  // descl2 = ``quantile``, `Quantile regression <https://en.wikipedia.org/wiki/Quantile_regression>`__
  // descl2 = ``mape``, `MAPE loss <https://en.wikipedia.org/wiki/Mean_absolute_percentage_error>`__, aliases: ``mean_absolute_percentage_error``
115
  // descl2 = ``gamma``, Gamma regression with log-link. It might be useful, e.g., for modeling insurance claims severity, or for any target that might be `gamma-distributed <https://en.wikipedia.org/wiki/Gamma_distribution#Occurrence_and_applications>`__
116
  // descl2 = ``tweedie``, Tweedie regression with log-link. It might be useful, e.g., for modeling total loss in insurance, or for any target that might be `tweedie-distributed <https://en.wikipedia.org/wiki/Tweedie_distribution#Occurrence_and_applications>`__
117
118
119
  // desc = binary classification application
  // descl2 = ``binary``, binary `log loss <https://en.wikipedia.org/wiki/Cross_entropy>`__ classification (or logistic regression)
  // descl2 = requires labels in {0, 1}; see ``cross-entropy`` application for general probability labels in [0, 1]
120
121
122
123
124
  // desc = multi-class classification application
  // descl2 = ``multiclass``, `softmax <https://en.wikipedia.org/wiki/Softmax_function>`__ objective function, aliases: ``softmax``
  // descl2 = ``multiclassova``, `One-vs-All <https://en.wikipedia.org/wiki/Multiclass_classification#One-vs.-rest>`__ binary objective function, aliases: ``multiclass_ova``, ``ova``, ``ovr``
  // descl2 = ``num_class`` should be set as well
  // desc = cross-entropy application
Guolin Ke's avatar
Guolin Ke committed
125
126
  // descl2 = ``cross_entropy``, objective function for cross-entropy (with optional linear weights), aliases: ``xentropy``
  // descl2 = ``cross_entropy_lambda``, alternative parameterization of cross-entropy, aliases: ``xentlambda``
127
  // descl2 = label is anything in interval [0, 1]
128
  // desc = ranking application
129
  // descl2 = ``lambdarank``, `lambdarank <https://papers.nips.cc/paper/2971-learning-to-rank-with-nonsmooth-cost-functions.pdf>`__ objective. `label_gain <#label_gain>`__ can be used to set the gain (weight) of ``int`` label and all values in ``label`` must be smaller than number of elements in ``label_gain``
130
131
  // descl2 = ``rank_xendcg``, `XE_NDCG_MART <https://arxiv.org/abs/1911.09798>`__ ranking objective function. To obtain reproducible results, you should disable parallelism by setting ``num_threads`` to 1, aliases: ``xendcg``, ``xe_ndcg``, ``xe_ndcg_mart``, ``xendcg_mart``
  // descl2 = label should be ``int`` type, and larger number represents the higher relevance (e.g. 0:bad, 1:fair, 2:good, 3:perfect)
Guolin Ke's avatar
Guolin Ke committed
132
133
134
  std::string objective = "regression";

  // [doc-only]
135
136
  // type = enum
  // alias = boosting_type, boost
137
  // options = gbdt, rf, dart, goss
138
139
  // desc = ``gbdt``, traditional Gradient Boosting Decision Tree, aliases: ``gbrt``
  // desc = ``rf``, Random Forest, aliases: ``random_forest``
140
141
  // desc = ``dart``, `Dropouts meet Multiple Additive Regression Trees <https://arxiv.org/abs/1505.01866>`__
  // desc = ``goss``, Gradient-based One-Side Sampling
Guolin Ke's avatar
Guolin Ke committed
142
143
  std::string boosting = "gbdt";

144
  // alias = train, train_data, train_data_file, data_filename
145
  // desc = path of training data, LightGBM will train from this data
146
  // desc = **Note**: can be used only in CLI version
Guolin Ke's avatar
Guolin Ke committed
147
148
  std::string data = "";

149
  // alias = test, valid_data, valid_data_file, test_data, test_data_file, valid_filenames
150
  // default = ""
151
  // desc = path(s) of validation/test data, LightGBM will output metrics for these data
152
  // desc = support multiple validation data, separated by ``,``
153
  // desc = **Note**: can be used only in CLI version
Guolin Ke's avatar
Guolin Ke committed
154
155
  std::vector<std::string> valid;

156
  // alias = num_iteration, n_iter, num_tree, num_trees, num_round, num_rounds, num_boost_round, n_estimators
157
158
159
  // check = >=0
  // desc = number of boosting iterations
  // desc = **Note**: internally, LightGBM constructs ``num_class * num_iterations`` trees for multi-class classification problems
Guolin Ke's avatar
Guolin Ke committed
160
  int num_iterations = 100;
Guolin Ke's avatar
Guolin Ke committed
161

162
  // alias = shrinkage_rate, eta
163
  // check = >0.0
164
165
  // desc = shrinkage rate
  // desc = in ``dart``, it also affects on normalization weights of dropped trees
Guolin Ke's avatar
Guolin Ke committed
166
167
  double learning_rate = 0.1;

168
  // default = 31
169
  // alias = num_leaf, max_leaves, max_leaf
170
  // check = >1
171
  // check = <=131072
172
  // desc = max number of leaves in one tree
Guolin Ke's avatar
Guolin Ke committed
173
174
175
  int num_leaves = kDefaultNumLeaves;

  // [doc-only]
176
177
  // type = enum
  // options = serial, feature, data, voting
178
  // alias = tree, tree_type, tree_learner_type
179
180
181
182
183
  // desc = ``serial``, single machine tree learner
  // desc = ``feature``, feature parallel tree learner, aliases: ``feature_parallel``
  // desc = ``data``, data parallel tree learner, aliases: ``data_parallel``
  // desc = ``voting``, voting parallel tree learner, aliases: ``voting_parallel``
  // desc = refer to `Parallel Learning Guide <./Parallel-Learning-Guide.rst>`__ to get more details
Guolin Ke's avatar
Guolin Ke committed
184
185
  std::string tree_learner = "serial";

186
  // alias = num_thread, nthread, nthreads, n_jobs
Guolin Ke's avatar
Guolin Ke committed
187
  // desc = number of threads for LightGBM
188
189
190
191
192
  // desc = ``0`` means default number of threads in OpenMP
  // desc = for the best speed, set this to the number of **real CPU cores**, not the number of threads (most CPUs use `hyper-threading <https://en.wikipedia.org/wiki/Hyper-threading>`__ to generate 2 threads per CPU core)
  // desc = do not set it too large if your dataset is small (for instance, do not use 64 threads for a dataset with 10,000 rows)
  // desc = be aware a task manager or any similar CPU monitoring tool might report that cores not being fully utilized. **This is normal**
  // desc = for parallel learning, do not use all CPU cores because this will cause poor performance for the network communication
Guolin Ke's avatar
Guolin Ke committed
193
194
195
  int num_threads = 0;

  // [doc-only]
196
197
  // type = enum
  // options = cpu, gpu
198
  // alias = device
199
200
201
202
  // desc = device for the tree learning, you can use GPU to achieve the faster learning
  // desc = **Note**: it is recommended to use the smaller ``max_bin`` (e.g. 63) to get the better speed up
  // desc = **Note**: for the faster speed, GPU uses 32-bit float point to sum up by default, so this may affect the accuracy for some tasks. You can set ``gpu_use_dp=true`` to enable 64-bit float point, but it will slow down the training
  // desc = **Note**: refer to `Installation Guide <./Installation-Guide.rst#build-gpu-version>`__ to build LightGBM with GPU support
Guolin Ke's avatar
Guolin Ke committed
203
204
205
  std::string device_type = "cpu";

  // [doc-only]
206
  // alias = random_seed, random_state
207
208
209
210
  // default = None
  // desc = this seed is used to generate other seeds, e.g. ``data_random_seed``, ``feature_fraction_seed``, etc.
  // desc = by default, this seed is unused in favor of default values of other seeds
  // desc = this seed has lower priority in comparison with other seeds, which means that it will be overridden, if you set other seeds explicitly
Guolin Ke's avatar
Guolin Ke committed
211
212
213
214
215
216
  int seed = 0;

  #pragma endregion

  #pragma region Learning Control Parameters

217
218
219
220
221
222
223
224
  // desc = used only with ``cpu`` device type
  // desc = set this to ``true`` to force col-wise histogram building
  // desc = enabling this is recommended when:
  // descl2 = the number of columns is large, or the total number of bins is large
  // descl2 = ``num_threads`` is large, e.g. ``>20``
  // descl2 = you want to reduce memory cost
  // desc = **Note**: when both ``force_col_wise`` and ``force_row_wise`` are ``false``, LightGBM will firstly try them both, and then use the faster one. To remove the overhead of testing set the faster one to ``true`` manually
  // desc = **Note**: this parameter cannot be used at the same time with ``force_row_wise``, choose only one of them
225
226
  bool force_col_wise = false;

227
228
229
230
231
232
233
234
235
  // desc = used only with ``cpu`` device type
  // desc = set this to ``true`` to force row-wise histogram building
  // desc = enabling this is recommended when:
  // descl2 = the number of data points is large, and the total number of bins is relatively small
  // descl2 = ``num_threads`` is relatively small, e.g. ``<=16``
  // descl2 = you want to use small ``bagging_fraction`` or ``goss`` boosting to speed up
  // desc = **Note**: setting this to ``true`` will double the memory cost for Dataset object. If you have not enough memory, you can try setting ``force_col_wise=true``
  // desc = **Note**: when both ``force_col_wise`` and ``force_row_wise`` are ``false``, LightGBM will firstly try them both, and then use the faster one. To remove the overhead of testing set the faster one to ``true`` manually
  // desc = **Note**: this parameter cannot be used at the same time with ``force_col_wise``, choose only one of them
236
237
  bool force_row_wise = false;

238
  // desc = limit the max depth for tree model. This is used to deal with over-fitting when ``#data`` is small. Tree still grows leaf-wise
239
  // desc = ``<= 0`` means no limit
Guolin Ke's avatar
Guolin Ke committed
240
241
242
  int max_depth = -1;

  // alias = min_data_per_leaf, min_data, min_child_samples
243
244
  // check = >=0
  // desc = minimal number of data in one leaf. Can be used to deal with over-fitting
Guolin Ke's avatar
Guolin Ke committed
245
246
  int min_data_in_leaf = 20;

247
248
249
  // alias = min_sum_hessian_per_leaf, min_sum_hessian, min_hessian, min_child_weight
  // check = >=0.0
  // desc = minimal sum hessian in one leaf. Like ``min_data_in_leaf``, it can be used to deal with over-fitting
Guolin Ke's avatar
Guolin Ke committed
250
251
  double min_sum_hessian_in_leaf = 1e-3;

252
253
254
255
256
257
258
  // alias = sub_row, subsample, bagging
  // check = >0.0
  // check = <=1.0
  // desc = like ``feature_fraction``, but this will randomly select part of data without resampling
  // desc = can be used to speed up training
  // desc = can be used to deal with over-fitting
  // desc = **Note**: to enable bagging, ``bagging_freq`` should be set to a non zero value as well
Guolin Ke's avatar
Guolin Ke committed
259
260
  double bagging_fraction = 1.0;

Guolin Ke's avatar
Guolin Ke committed
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
  // alias = pos_sub_row, pos_subsample, pos_bagging
  // check = >0.0
  // check = <=1.0
  // desc = used only in ``binary`` application
  // desc = used for imbalanced binary classification problem, will randomly sample ``#pos_samples * pos_bagging_fraction`` positive samples in bagging
  // desc = should be used together with ``neg_bagging_fraction``
  // desc = set this to ``1.0`` to disable
  // desc = **Note**: to enable this, you need to set ``bagging_freq`` and ``neg_bagging_fraction`` as well
  // desc = **Note**: if both ``pos_bagging_fraction`` and ``neg_bagging_fraction`` are set to ``1.0``,  balanced bagging is disabled
  // desc = **Note**: if balanced bagging is enabled, ``bagging_fraction`` will be ignored
  double pos_bagging_fraction = 1.0;

  // alias = neg_sub_row, neg_subsample, neg_bagging
  // check = >0.0
  // check = <=1.0
  // desc = used only in ``binary`` application
  // desc = used for imbalanced binary classification problem, will randomly sample ``#neg_samples * neg_bagging_fraction`` negative samples in bagging
  // desc = should be used together with ``pos_bagging_fraction``
  // desc = set this to ``1.0`` to disable
  // desc = **Note**: to enable this, you need to set ``bagging_freq`` and ``pos_bagging_fraction`` as well
  // desc = **Note**: if both ``pos_bagging_fraction`` and ``neg_bagging_fraction`` are set to ``1.0``,  balanced bagging is disabled
  // desc = **Note**: if balanced bagging is enabled, ``bagging_fraction`` will be ignored
  double neg_bagging_fraction = 1.0;

285
286
287
288
  // alias = subsample_freq
  // desc = frequency for bagging
  // desc = ``0`` means disable bagging; ``k`` means perform bagging at every ``k`` iteration
  // desc = **Note**: to enable bagging, ``bagging_fraction`` should be set to value smaller than ``1.0`` as well
Guolin Ke's avatar
Guolin Ke committed
289
290
291
292
293
294
295
  int bagging_freq = 0;

  // alias = bagging_fraction_seed
  // desc = random seed for bagging
  int bagging_seed = 3;

  // alias = sub_feature, colsample_bytree
296
297
  // check = >0.0
  // check = <=1.0
298
  // desc = LightGBM will randomly select part of features on each iteration (tree) if ``feature_fraction`` smaller than ``1.0``. For example, if you set it to ``0.8``, LightGBM will select 80% of features before training each tree
299
300
  // desc = can be used to speed up training
  // desc = can be used to deal with over-fitting
Guolin Ke's avatar
Guolin Ke committed
301
302
  double feature_fraction = 1.0;

303
304
305
  // alias = sub_feature_bynode, colsample_bynode
  // check = >0.0
  // check = <=1.0
Nikita Titov's avatar
Nikita Titov committed
306
  // desc = LightGBM will randomly select part of features on each tree node if ``feature_fraction_bynode`` smaller than ``1.0``. For example, if you set it to ``0.8``, LightGBM will select 80% of features at each tree node
307
308
309
310
311
  // desc = can be used to deal with over-fitting
  // desc = **Note**: unlike ``feature_fraction``, this cannot speed up training
  // desc = **Note**: if both ``feature_fraction`` and ``feature_fraction_bynode`` are smaller than ``1.0``, the final fraction of each node is ``feature_fraction * feature_fraction_bynode``
  double feature_fraction_bynode = 1.0;

312
  // desc = random seed for ``feature_fraction``
Guolin Ke's avatar
Guolin Ke committed
313
314
  int feature_fraction_seed = 2;

315
316
317
318
319
320
321
322
  // desc = use extremely randomized trees
  // desc = if set to ``true``, when evaluating node splits LightGBM will check only one randomly-chosen threshold for each feature
  // desc = can be used to deal with over-fitting
  bool extra_trees = false;

  // desc = random seed for selecting thresholds when ``extra_trees`` is true
  int extra_seed = 6;

323
  // alias = early_stopping_rounds, early_stopping, n_iter_no_change
324
325
  // desc = will stop training if one metric of one validation data doesn't improve in last ``early_stopping_round`` rounds
  // desc = ``<= 0`` means disable
Guolin Ke's avatar
Guolin Ke committed
326
327
  int early_stopping_round = 0;

328
329
330
  // desc = set this to ``true``, if you want to use only the first metric for early stopping
  bool first_metric_only = false;

331
332
333
334
  // alias = max_tree_output, max_leaf_output
  // desc = used to limit the max output of tree leaves
  // desc = ``<= 0`` means no constraint
  // desc = the final max output of leaves is ``learning_rate * max_delta_step``
Guolin Ke's avatar
Guolin Ke committed
335
336
  double max_delta_step = 0.0;

337
338
339
  // alias = reg_alpha
  // check = >=0.0
  // desc = L1 regularization
Guolin Ke's avatar
Guolin Ke committed
340
341
  double lambda_l1 = 0.0;

342
  // alias = reg_lambda, lambda
343
  // check = >=0.0
Guolin Ke's avatar
Guolin Ke committed
344
345
346
  // desc = L2 regularization
  double lambda_l2 = 0.0;

347
348
349
  // alias = min_split_gain
  // check = >=0.0
  // desc = the minimal gain to perform split
Guolin Ke's avatar
Guolin Ke committed
350
351
  double min_gain_to_split = 0.0;

352
  // alias = rate_drop
353
354
355
  // check = >=0.0
  // check = <=1.0
  // desc = used only in ``dart``
356
  // desc = dropout rate: a fraction of previous trees to drop during the dropout
Guolin Ke's avatar
Guolin Ke committed
357
358
  double drop_rate = 0.1;

359
  // desc = used only in ``dart``
360
  // desc = max number of dropped trees during one boosting iteration
361
  // desc = ``<=0`` means no limit
Guolin Ke's avatar
Guolin Ke committed
362
363
  int max_drop = 50;

364
365
366
  // check = >=0.0
  // check = <=1.0
  // desc = used only in ``dart``
367
  // desc = probability of skipping the dropout procedure during a boosting iteration
Guolin Ke's avatar
Guolin Ke committed
368
369
  double skip_drop = 0.5;

370
371
  // desc = used only in ``dart``
  // desc = set this to ``true``, if you want to use xgboost dart mode
Guolin Ke's avatar
Guolin Ke committed
372
373
  bool xgboost_dart_mode = false;

374
375
  // desc = used only in ``dart``
  // desc = set this to ``true``, if you want to use uniform drop
Guolin Ke's avatar
Guolin Ke committed
376
377
  bool uniform_drop = false;

378
379
  // desc = used only in ``dart``
  // desc = random seed to choose dropping models
Guolin Ke's avatar
Guolin Ke committed
380
381
  int drop_seed = 4;

382
383
384
385
  // check = >=0.0
  // check = <=1.0
  // desc = used only in ``goss``
  // desc = the retain ratio of large gradient data
Guolin Ke's avatar
Guolin Ke committed
386
387
  double top_rate = 0.2;

388
389
390
391
  // check = >=0.0
  // check = <=1.0
  // desc = used only in ``goss``
  // desc = the retain ratio of small gradient data
Guolin Ke's avatar
Guolin Ke committed
392
393
  double other_rate = 0.1;

394
395
  // check = >0
  // desc = minimal number of data per categorical group
Guolin Ke's avatar
Guolin Ke committed
396
397
  int min_data_per_group = 100;

398
399
400
  // check = >0
  // desc = used for the categorical features
  // desc = limit the max threshold points in categorical features
Guolin Ke's avatar
Guolin Ke committed
401
402
  int max_cat_threshold = 32;

403
404
  // check = >=0.0
  // desc = used for the categorical features
405
  // desc = L2 regularization in categorical split
406
  double cat_l2 = 10.0;
Guolin Ke's avatar
Guolin Ke committed
407

408
409
410
411
  // check = >=0.0
  // desc = used for the categorical features
  // desc = this can reduce the effect of noises in categorical features, especially for categories with few data
  double cat_smooth = 10.0;
412

413
414
  // check = >0
  // desc = when number of categories of one feature smaller than or equal to ``max_cat_to_onehot``, one-vs-other split algorithm will be used
Guolin Ke's avatar
Guolin Ke committed
415
416
417
  int max_cat_to_onehot = 4;

  // alias = topk
418
  // check = >0
419
  // desc = used only in ``voting`` tree learner, refer to `Voting parallel <./Parallel-Learning-Guide.rst#choose-appropriate-parallel-algorithm>`__
420
  // desc = set this to larger value for more accurate result, but it will slow down the training speed
Guolin Ke's avatar
Guolin Ke committed
421
422
423
  int top_k = 20;

  // type = multi-int
424
425
426
427
428
  // alias = mc, monotone_constraint
  // default = None
  // desc = used for constraints of monotonic features
  // desc = ``1`` means increasing, ``-1`` means decreasing, ``0`` means non-constraint
  // desc = you need to specify all features in order. For example, ``mc=-1,0,1`` means decreasing for 1st feature, non-constraint for 2nd feature and increasing for the 3rd feature
Guolin Ke's avatar
Guolin Ke committed
429
  std::vector<int8_t> monotone_constraints;
Guolin Ke's avatar
Guolin Ke committed
430
431

  // type = multi-double
432
  // alias = feature_contrib, fc, fp, feature_penalty
Guolin Ke's avatar
Guolin Ke committed
433
434
435
436
  // default = None
  // desc = used to control feature's split gain, will use ``gain[i] = max(0, feature_contri[i]) * gain[i]`` to replace the split gain of i-th feature
  // desc = you need to specify all features in order
  std::vector<double> feature_contri;
437

438
439
440
441
  // alias = fs, forced_splits_filename, forced_splits_file, forced_splits
  // desc = path to a ``.json`` file that specifies splits to force at the top of every decision tree before best-first learning commences
  // desc = ``.json`` file can be arbitrarily nested, and each split contains ``feature``, ``threshold`` fields, as well as ``left`` and ``right`` fields representing subsplits
  // desc = categorical splits are forced in a one-hot fashion, with ``left`` representing the split containing the feature value and ``right`` representing other values
442
  // desc = **Note**: the forced split logic will be ignored, if the split makes gain worse
443
  // desc = see `this file <https://github.com/microsoft/LightGBM/tree/master/examples/binary_classification/forced_splits.json>`__ as an example
Guolin Ke's avatar
Guolin Ke committed
444
445
  std::string forcedsplits_filename = "";

446
447
448
449
450
  // desc = path to a ``.json`` file that specifies bin upper bounds for some or all features
  // desc = ``.json`` file should contain an array of objects, each containing the word ``feature`` (integer feature index) and ``bin_upper_bound`` (array of thresholds for binning)
  // desc = see `this file <https://github.com/microsoft/LightGBM/tree/master/examples/regression/forced_bins.json>`__ as an example
  std::string forcedbins_filename = "";

Guolin Ke's avatar
Guolin Ke committed
451
452
453
454
455
456
  // check = >=0.0
  // check = <=1.0
  // desc = decay rate of ``refit`` task, will use ``leaf_output = refit_decay_rate * old_leaf_output + (1.0 - refit_decay_rate) * new_leaf_output`` to refit trees
  // desc = used only in ``refit`` task in CLI version or as argument in ``refit`` function in language-specific package
  double refit_decay_rate = 0.9;

457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
  // check = >=0.0
  // desc = cost-effective gradient boosting multiplier for all penalties
  double cegb_tradeoff = 1.0;

  // check = >=0.0
  // desc = cost-effective gradient-boosting penalty for splitting a node
  double cegb_penalty_split = 0.0;

  // type = multi-double
  // default = 0,0,...,0
  // desc = cost-effective gradient boosting penalty for using a feature
  // desc = applied per data point
  std::vector<double> cegb_penalty_feature_lazy;

  // type = multi-double
  // default = 0,0,...,0
  // desc = cost-effective gradient boosting penalty for using a feature
  // desc = applied once per forest
475
  std::vector<double> cegb_penalty_feature_coupled;
476

Guolin Ke's avatar
Guolin Ke committed
477
478
479
480
  #pragma endregion

  #pragma region IO Parameters

481
482
  // alias = verbose
  // desc = controls the level of LightGBM's verbosity
483
  // desc = ``< 0``: Fatal, ``= 0``: Error (Warning), ``= 1``: Info, ``> 1``: Debug
484
485
486
487
488
489
  int verbosity = 1;

  // check = >1
  // desc = max number of bins that feature values will be bucketed in
  // desc = small number of bins may reduce training accuracy but may increase general power (deal with over-fitting)
  // desc = LightGBM will auto compress memory according to ``max_bin``. For example, LightGBM will use ``uint8_t`` for feature value if ``max_bin=255``
490
  int max_bin = 255;
Guolin Ke's avatar
Guolin Ke committed
491

Guolin Ke's avatar
Guolin Ke committed
492
493
494
495
496

  // alias = is_sparse, enable_sparse, sparse
  // desc = used to enable/disable sparse optimization
  bool is_enable_sparse = true;

Belinda Trotta's avatar
Belinda Trotta committed
497
498
499
500
  // type = multi-int
  // default = None
  // desc = max number of bins for each feature
  // desc = if not specified, will use ``max_bin`` for all features
501
  std::vector<int32_t> max_bin_by_feature;
Belinda Trotta's avatar
Belinda Trotta committed
502

503
504
505
  // check = >0
  // desc = minimal number of data inside one bin
  // desc = use this to avoid one-data-one-bin (potential over-fitting)
Guolin Ke's avatar
Guolin Ke committed
506
507
  int min_data_in_bin = 3;

508
509
510
511
512
  // desc = set this to ``true`` to pre-filter the unsplittable features by ``min_data_in_leaf``
  // desc = as dataset object is initialized only once and cannot be changed after that, you may need to set this to ``false`` when searching parameters with ``min_data_in_leaf``, otherwise features are filtered by ``min_data_in_leaf`` firstly if you don't reconstruct dataset object
  // desc = **Note**: setting this to ``false`` may slow down the training
  bool feature_pre_filter = true;

513
514
515
516
517
518
519
  // alias = subsample_for_bin
  // check = >0
  // desc = number of data that sampled to construct histogram bins
  // desc = setting this to larger value will give better training result, but will increase data loading time
  // desc = set this to larger value if data is very sparse
  int bin_construct_sample_cnt = 200000;

520
  // alias = hist_pool_size
521
522
523
524
  // desc = max cache size in MB for historical histogram
  // desc = ``< 0`` means no limit
  double histogram_pool_size = -1.0;

525
  // alias = data_seed
526
  // desc = random seed for data partition in parallel learning (excluding the ``feature_parallel`` mode)
Guolin Ke's avatar
Guolin Ke committed
527
  int data_random_seed = 1;
Guolin Ke's avatar
Guolin Ke committed
528

529
530
  // alias = model_output, model_out
  // desc = filename of output model in training
531
  // desc = **Note**: can be used only in CLI version
Guolin Ke's avatar
Guolin Ke committed
532
  std::string output_model = "LightGBM_model.txt";
Guolin Ke's avatar
Guolin Ke committed
533

534
  // alias = save_period
535
536
  // desc = frequency of saving model file snapshot
  // desc = set this to positive value to enable this function. For example, the model file will be snapshotted at each iteration if ``snapshot_freq=1``
537
  // desc = **Note**: can be used only in CLI version
538
539
  int snapshot_freq = -1;

Guolin Ke's avatar
Guolin Ke committed
540
  // alias = model_input, model_in
541
542
543
544
  // desc = filename of input model
  // desc = for ``prediction`` task, this model will be applied to prediction data
  // desc = for ``train`` task, training will be continued from this model
  // desc = **Note**: can be used only in CLI version
Guolin Ke's avatar
Guolin Ke committed
545
  std::string input_model = "";
546

547
  // alias = predict_result, prediction_result, predict_name, prediction_name, pred_name, name_pred
548
  // desc = filename of prediction result in ``prediction`` task
549
  // desc = **Note**: can be used only in CLI version
Guolin Ke's avatar
Guolin Ke committed
550
551
552
  std::string output_result = "LightGBM_predict_result.txt";

  // alias = is_pre_partition
553
554
  // desc = used for parallel learning (excluding the ``feature_parallel`` mode)
  // desc = ``true`` if training data are pre-partitioned, and different machines use different partitions
Guolin Ke's avatar
Guolin Ke committed
555
556
  bool pre_partition = false;

557
558
559
560
561
562
563
564
  // alias = is_enable_bundle, bundle
  // desc = set this to ``false`` to disable Exclusive Feature Bundling (EFB), which is described in `LightGBM: A Highly Efficient Gradient Boosting Decision Tree <https://papers.nips.cc/paper/6907-lightgbm-a-highly-efficient-gradient-boosting-decision-tree>`__
  // desc = **Note**: disabling this may cause the slow training speed for sparse datasets
  bool enable_bundle = true;

  // desc = set this to ``false`` to disable the special handle of missing value
  bool use_missing = true;

565
  // desc = set this to ``true`` to treat all zero as missing values (including the unshown values in LibSVM / sparse matrices)
566
567
568
569
570
571
  // desc = set this to ``false`` to use ``na`` for representing missing values
  bool zero_as_missing = false;

  // alias = two_round_loading, use_two_round_loading
  // desc = set this to ``true`` if data file is too big to fit in memory
  // desc = by default, LightGBM will map data file to memory and load features from memory. This will provide faster data loading speed, but may cause run out of memory error when the data file is very big
572
  // desc = **Note**: works only in case of loading data directly from file
Guolin Ke's avatar
Guolin Ke committed
573
574
575
  bool two_round = false;

  // alias = is_save_binary, is_save_binary_file
576
  // desc = if ``true``, LightGBM will save the dataset (including validation data) to a binary file. This speed ups the data loading for the next time
577
  // desc = **Note**: ``init_score`` is not saved in binary file
578
  // desc = **Note**: can be used only in CLI version; for language-specific packages you can use the correspondent function
Guolin Ke's avatar
Guolin Ke committed
579
580
581
  bool save_binary = false;

  // alias = has_header
582
  // desc = set this to ``true`` if input data has header
583
  // desc = **Note**: works only in case of loading data directly from file
Guolin Ke's avatar
Guolin Ke committed
584
585
  bool header = false;

586
587
588
589
590
  // type = int or string
  // alias = label
  // desc = used to specify the label column
  // desc = use number for index, e.g. ``label=0`` means column\_0 is the label
  // desc = add a prefix ``name:`` for column name, e.g. ``label=name:is_click``
591
  // desc = **Note**: works only in case of loading data directly from file
Guolin Ke's avatar
Guolin Ke committed
592
  std::string label_column = "";
Guolin Ke's avatar
Guolin Ke committed
593

594
595
596
597
598
  // type = int or string
  // alias = weight
  // desc = used to specify the weight column
  // desc = use number for index, e.g. ``weight=0`` means column\_0 is the weight
  // desc = add a prefix ``name:`` for column name, e.g. ``weight=name:weight``
599
  // desc = **Note**: works only in case of loading data directly from file
600
  // desc = **Note**: index starts from ``0`` and it doesn't count the label column when passing type is ``int``, e.g. when label is column\_0, and weight is column\_1, the correct parameter is ``weight=0``
Guolin Ke's avatar
Guolin Ke committed
601
  std::string weight_column = "";
Guolin Ke's avatar
Guolin Ke committed
602

603
604
605
606
607
  // type = int or string
  // alias = group, group_id, query_column, query, query_id
  // desc = used to specify the query/group id column
  // desc = use number for index, e.g. ``query=0`` means column\_0 is the query id
  // desc = add a prefix ``name:`` for column name, e.g. ``query=name:query_id``
608
  // desc = **Note**: works only in case of loading data directly from file
609
610
  // desc = **Note**: data should be grouped by query\_id
  // desc = **Note**: index starts from ``0`` and it doesn't count the label column when passing type is ``int``, e.g. when label is column\_0 and query\_id is column\_1, the correct parameter is ``query=0``
Guolin Ke's avatar
Guolin Ke committed
611
  std::string group_column = "";
Guolin Ke's avatar
Guolin Ke committed
612

613
  // type = multi-int or string
Guolin Ke's avatar
Guolin Ke committed
614
  // alias = ignore_feature, blacklist
615
616
617
618
619
  // desc = used to specify some ignoring columns in training
  // desc = use number for index, e.g. ``ignore_column=0,1,2`` means column\_0, column\_1 and column\_2 will be ignored
  // desc = add a prefix ``name:`` for column name, e.g. ``ignore_column=name:c1,c2,c3`` means c1, c2 and c3 will be ignored
  // desc = **Note**: works only in case of loading data directly from file
  // desc = **Note**: index starts from ``0`` and it doesn't count the label column when passing type is ``int``
620
  // desc = **Note**: despite the fact that specified columns will be completely ignored during the training, they still should have a valid format allowing LightGBM to load file successfully
Guolin Ke's avatar
Guolin Ke committed
621
  std::string ignore_column = "";
622

623
624
625
626
627
  // type = multi-int or string
  // alias = cat_feature, categorical_column, cat_column
  // desc = used to specify categorical features
  // desc = use number for index, e.g. ``categorical_feature=0,1,2`` means column\_0, column\_1 and column\_2 are categorical features
  // desc = add a prefix ``name:`` for column name, e.g. ``categorical_feature=name:c1,c2,c3`` means c1, c2 and c3 are categorical features
628
  // desc = **Note**: only supports categorical with ``int`` type (not applicable for data represented as pandas DataFrame in Python-package)
629
630
  // desc = **Note**: index starts from ``0`` and it doesn't count the label column when passing type is ``int``
  // desc = **Note**: all values should be less than ``Int32.MaxValue`` (2147483647)
631
  // desc = **Note**: using large values could be memory consuming. Tree decision rule works best when categorical features are presented by consecutive integers starting from zero
632
  // desc = **Note**: all negative values will be treated as **missing values**
633
  // desc = **Note**: the output cannot be monotonically constrained with respect to a categorical feature
Guolin Ke's avatar
Guolin Ke committed
634
635
  std::string categorical_feature = "";

636
637
638
639
  // alias = is_predict_raw_score, predict_rawscore, raw_score
  // desc = used only in ``prediction`` task
  // desc = set this to ``true`` to predict only the raw scores
  // desc = set this to ``false`` to predict transformed scores
Guolin Ke's avatar
Guolin Ke committed
640
641
  bool predict_raw_score = false;

642
643
644
  // alias = is_predict_leaf_index, leaf_index
  // desc = used only in ``prediction`` task
  // desc = set this to ``true`` to predict with leaf index of all trees
Guolin Ke's avatar
Guolin Ke committed
645
646
  bool predict_leaf_index = false;

647
648
  // alias = is_predict_contrib, contrib
  // desc = used only in ``prediction`` task
649
  // desc = set this to ``true`` to estimate `SHAP values <https://arxiv.org/abs/1706.06060>`__, which represent how each feature contributes to each prediction
650
  // desc = produces ``#features + 1`` values where the last value is the expected value of the model output over the training data
651
  // desc = **Note**: if you want to get more explanation for your model's predictions using SHAP values like SHAP interaction values, you can install `shap package <https://github.com/slundberg/shap>`__
Nikita Titov's avatar
Nikita Titov committed
652
  // desc = **Note**: unlike the shap package, with ``predict_contrib`` we return a matrix with an extra column, where the last column is the expected value
Guolin Ke's avatar
Guolin Ke committed
653
654
  bool predict_contrib = false;

655
656
657
  // desc = used only in ``prediction`` task
  // desc = used to specify how many trained iterations will be used in prediction
  // desc = ``<= 0`` means no limit
Guolin Ke's avatar
Guolin Ke committed
658
659
  int num_iteration_predict = -1;

660
661
  // desc = used only in ``prediction`` task
  // desc = if ``true``, will use early-stopping to speed up the prediction. May affect the accuracy
662
  bool pred_early_stop = false;
663
664
665

  // desc = used only in ``prediction`` task
  // desc = the frequency of checking early-stopping prediction
666
  int pred_early_stop_freq = 10;
Guolin Ke's avatar
Guolin Ke committed
667

668
669
  // desc = used only in ``prediction`` task
  // desc = the threshold of margin in early-stopping prediction
Guolin Ke's avatar
Guolin Ke committed
670
  double pred_early_stop_margin = 10.0;
Guolin Ke's avatar
Guolin Ke committed
671

672
673
674
675
676
677
678
  // desc = used only in ``prediction`` task
  // desc = control whether or not LightGBM raises an error when you try to predict on data with a different number of features than the training data
  // desc = if ``false`` (the default), a fatal error will be raised if the number of features in the dataset you predict on differs from the number seen during training
  // desc = if ``true``, LightGBM will attempt to predict on whatever data you provide. This is dangerous because you might get incorrect predictions, but you could use it in situations where it is difficult or expensive to generate some features and you are very confident that they were never chosen for splits in the model
  // desc = **Note**: be very careful setting this parameter to ``true``
  bool predict_disable_shape_check = false;

679
  // desc = used only in ``convert_model`` task
680
  // desc = only ``cpp`` is supported yet; for conversion model to other languages consider using `m2cgen <https://github.com/BayesWitnesses/m2cgen>`__ utility
681
  // desc = if ``convert_model_language`` is set and ``task=train``, the model will be also converted
682
  // desc = **Note**: can be used only in CLI version
Guolin Ke's avatar
Guolin Ke committed
683
684
  std::string convert_model_language = "";

685
686
687
  // alias = convert_model_file
  // desc = used only in ``convert_model`` task
  // desc = output filename of converted model
688
  // desc = **Note**: can be used only in CLI version
Guolin Ke's avatar
Guolin Ke committed
689
690
  std::string convert_model = "gbdt_prediction.cpp";

691
  #pragma endregion
Guolin Ke's avatar
Guolin Ke committed
692
693
694

  #pragma region Objective Parameters

695
696
697
698
  // check = >0
  // alias = num_classes
  // desc = used only in ``multi-class`` classification application
  int num_class = 1;
Guolin Ke's avatar
Guolin Ke committed
699

700
  // alias = unbalance, unbalanced_sets
701
  // desc = used only in ``binary`` and ``multiclassova`` applications
702
  // desc = set this to ``true`` if training data are unbalanced
703
  // desc = **Note**: while enabling this should increase the overall performance metric of your model, it will also result in poor estimates of the individual class probabilities
704
705
  // desc = **Note**: this parameter cannot be used at the same time with ``scale_pos_weight``, choose only **one** of them
  bool is_unbalance = false;
Guolin Ke's avatar
Guolin Ke committed
706

707
  // check = >0.0
708
  // desc = used only in ``binary`` and ``multiclassova`` applications
709
  // desc = weight of labels with positive class
710
  // desc = **Note**: while enabling this should increase the overall performance metric of your model, it will also result in poor estimates of the individual class probabilities
711
712
  // desc = **Note**: this parameter cannot be used at the same time with ``is_unbalance``, choose only **one** of them
  double scale_pos_weight = 1.0;
Guolin Ke's avatar
Guolin Ke committed
713

714
715
716
717
  // check = >0.0
  // desc = used only in ``binary`` and ``multiclassova`` classification and in ``lambdarank`` applications
  // desc = parameter for the sigmoid function
  double sigmoid = 1.0;
Guolin Ke's avatar
Guolin Ke committed
718

719
  // desc = used only in ``regression``, ``binary``, ``multiclassova`` and ``cross-entropy`` applications
720
  // desc = adjusts initial score to the mean of labels for faster convergence
Guolin Ke's avatar
Guolin Ke committed
721
722
  bool boost_from_average = true;

723
724
725
726
  // desc = used only in ``regression`` application
  // desc = used to fit ``sqrt(label)`` instead of original values and prediction result will be also automatically converted to ``prediction^2``
  // desc = might be useful in case of large-range labels
  bool reg_sqrt = false;
Guolin Ke's avatar
Guolin Ke committed
727

728
729
730
731
  // check = >0.0
  // desc = used only in ``huber`` and ``quantile`` ``regression`` applications
  // desc = parameter for `Huber loss <https://en.wikipedia.org/wiki/Huber_loss>`__ and `Quantile regression <https://en.wikipedia.org/wiki/Quantile_regression>`__
  double alpha = 0.9;
Guolin Ke's avatar
Guolin Ke committed
732

733
734
735
736
  // check = >0.0
  // desc = used only in ``fair`` ``regression`` application
  // desc = parameter for `Fair loss <https://www.kaggle.com/c/allstate-claims-severity/discussion/24520>`__
  double fair_c = 1.0;
Guolin Ke's avatar
Guolin Ke committed
737

738
739
740
741
  // check = >0.0
  // desc = used only in ``poisson`` ``regression`` application
  // desc = parameter for `Poisson regression <https://en.wikipedia.org/wiki/Poisson_regression>`__ to safeguard optimization
  double poisson_max_delta_step = 0.7;
Guolin Ke's avatar
Guolin Ke committed
742

743
744
745
746
747
748
749
  // check = >=1.0
  // check = <2.0
  // desc = used only in ``tweedie`` ``regression`` application
  // desc = used to control the variance of the tweedie distribution
  // desc = set this closer to ``2`` to shift towards a **Gamma** distribution
  // desc = set this closer to ``1`` to shift towards a **Poisson** distribution
  double tweedie_variance_power = 1.5;
Guolin Ke's avatar
Guolin Ke committed
750

751
752
753
  // check = >0
  // desc = used only in ``lambdarank`` application
  // desc = optimizes `NDCG <https://en.wikipedia.org/wiki/Discounted_cumulative_gain#Normalized_DCG>`__ at this position
Guolin Ke's avatar
Guolin Ke committed
754
  int max_position = 20;
Guolin Ke's avatar
Guolin Ke committed
755

756
757
758
759
760
  // desc = used only in ``lambdarank`` application
  // desc = set this to ``true`` to normalize the lambdas for different queries, and improve the performance for unbalanced data
  // desc = set this to ``false`` to enforce the original lambdamart algorithm
  bool lambdamart_norm = true;

761
762
763
764
765
766
767
  // type = multi-double
  // default = 0,1,3,7,15,31,63,...,2^30-1
  // desc = used only in ``lambdarank`` application
  // desc = relevant gain for labels. For example, the gain of label ``2`` is ``3`` in case of default label gains
  // desc = separate by ``,``
  std::vector<double> label_gain;

768
  // desc = used only in the ``rank_xendcg`` objective
769
  // desc = random seed for objectives
770
771
  int objective_seed = 5;

Guolin Ke's avatar
Guolin Ke committed
772
773
774
  #pragma endregion

  #pragma region Metric Parameters
775

Guolin Ke's avatar
Guolin Ke committed
776
  // [doc-only]
777
778
779
  // alias = metrics, metric_types
  // default = ""
  // type = multi-enum
780
  // desc = metric(s) to be evaluated on the evaluation set(s)
781
  // descl2 = ``""`` (empty string or not specified) means that metric corresponding to specified ``objective`` will be used (this is possible only for pre-defined objective functions, otherwise no evaluation metric will be added)
782
  // descl2 = ``"None"`` (string, **not** a ``None`` value) means that no metric will be registered, aliases: ``na``, ``null``, ``custom``
783
784
  // descl2 = ``l1``, absolute loss, aliases: ``mean_absolute_error``, ``mae``, ``regression_l1``
  // descl2 = ``l2``, square loss, aliases: ``mean_squared_error``, ``mse``, ``regression_l2``, ``regression``
785
  // descl2 = ``rmse``, root square loss, aliases: ``root_mean_squared_error``, ``l2_root``
786
787
788
789
790
791
792
793
  // descl2 = ``quantile``, `Quantile regression <https://en.wikipedia.org/wiki/Quantile_regression>`__
  // descl2 = ``mape``, `MAPE loss <https://en.wikipedia.org/wiki/Mean_absolute_percentage_error>`__, aliases: ``mean_absolute_percentage_error``
  // descl2 = ``huber``, `Huber loss <https://en.wikipedia.org/wiki/Huber_loss>`__
  // descl2 = ``fair``, `Fair loss <https://www.kaggle.com/c/allstate-claims-severity/discussion/24520>`__
  // descl2 = ``poisson``, negative log-likelihood for `Poisson regression <https://en.wikipedia.org/wiki/Poisson_regression>`__
  // descl2 = ``gamma``, negative log-likelihood for **Gamma** regression
  // descl2 = ``gamma_deviance``, residual deviance for **Gamma** regression
  // descl2 = ``tweedie``, negative log-likelihood for **Tweedie** regression
794
  // descl2 = ``ndcg``, `NDCG <https://en.wikipedia.org/wiki/Discounted_cumulative_gain#Normalized_DCG>`__, aliases: ``lambdarank``, ``rank_xendcg``, ``xendcg``, ``xe_ndcg``, ``xe_ndcg_mart``, ``xendcg_mart``
795
796
797
798
  // descl2 = ``map``, `MAP <https://makarandtapaswi.wordpress.com/2012/07/02/intuition-behind-average-precision-and-map/>`__, aliases: ``mean_average_precision``
  // descl2 = ``auc``, `AUC <https://en.wikipedia.org/wiki/Receiver_operating_characteristic#Area_under_the_curve>`__
  // descl2 = ``binary_logloss``, `log loss <https://en.wikipedia.org/wiki/Cross_entropy>`__, aliases: ``binary``
  // descl2 = ``binary_error``, for one sample: ``0`` for correct classification, ``1`` for error classification
Belinda Trotta's avatar
Belinda Trotta committed
799
  // descl2 = ``auc_mu``, `AUC-mu <http://proceedings.mlr.press/v97/kleiman19a/kleiman19a.pdf>`__
800
801
  // descl2 = ``multi_logloss``, log loss for multi-class classification, aliases: ``multiclass``, ``softmax``, ``multiclassova``, ``multiclass_ova``, ``ova``, ``ovr``
  // descl2 = ``multi_error``, error rate for multi-class classification
Guolin Ke's avatar
Guolin Ke committed
802
803
804
  // descl2 = ``cross_entropy``, cross-entropy (with optional linear weights), aliases: ``xentropy``
  // descl2 = ``cross_entropy_lambda``, "intensity-weighted" cross-entropy, aliases: ``xentlambda``
  // descl2 = ``kullback_leibler``, `Kullback-Leibler divergence <https://en.wikipedia.org/wiki/Kullback%E2%80%93Leibler_divergence>`__, aliases: ``kldiv``
805
  // desc = support multiple metrics, separated by ``,``
Guolin Ke's avatar
Guolin Ke committed
806
807
  std::vector<std::string> metric;

808
  // check = >0
Guolin Ke's avatar
Guolin Ke committed
809
810
  // alias = output_freq
  // desc = frequency for metric output
811
  // desc = **Note**: can be used only in CLI version
Guolin Ke's avatar
Guolin Ke committed
812
813
  int metric_freq = 1;

814
815
  // alias = training_metric, is_training_metric, train_metric
  // desc = set this to ``true`` to output metric result over training dataset
816
  // desc = **Note**: can be used only in CLI version
817
  bool is_provide_training_metric = false;
818

819
820
  // type = multi-int
  // default = 1,2,3,4,5
821
  // alias = ndcg_eval_at, ndcg_at, map_eval_at, map_at
822
  // desc = used only with ``ndcg`` and ``map`` metrics
823
  // desc = `NDCG <https://en.wikipedia.org/wiki/Discounted_cumulative_gain#Normalized_DCG>`__ and `MAP <https://makarandtapaswi.wordpress.com/2012/07/02/intuition-behind-average-precision-and-map/>`__ evaluation positions, separated by ``,``
Guolin Ke's avatar
Guolin Ke committed
824
  std::vector<int> eval_at;
Guolin Ke's avatar
Guolin Ke committed
825

Belinda Trotta's avatar
Belinda Trotta committed
826
827
828
829
830
831
832
833
  // check = >0
  // desc = used only with ``multi_error`` metric
  // desc = threshold for top-k multi-error metric
  // desc = the error on each sample is ``0`` if the true class is among the top ``multi_error_top_k`` predictions, and ``1`` otherwise
  // descl2 = more precisely, the error on a sample is ``0`` if there are at least ``num_classes - multi_error_top_k`` predictions strictly less than the prediction on the true class
  // desc = when ``multi_error_top_k=1`` this is equivalent to the usual multi-error metric
  int multi_error_top_k = 1;

Belinda Trotta's avatar
Belinda Trotta committed
834
835
836
837
838
839
840
841
842
  // type = multi-double
  // default = None
  // desc = used only with ``auc_mu`` metric
  // desc = list representing flattened matrix (in row-major order) giving loss weights for classification errors
  // desc = list should have ``n * n`` elements, where ``n`` is the number of classes
  // desc = the matrix co-ordinate ``[i, j]`` should correspond to the ``i * n + j``-th element of the list
  // desc = if not specified, will use equal weights for all classes
  std::vector<double> auc_mu_weights;

Guolin Ke's avatar
Guolin Ke committed
843
844
845
846
  #pragma endregion

  #pragma region Network Parameters

847
848
849
850
  // check = >0
  // alias = num_machine
  // desc = the number of machines for parallel learning application
  // desc = this parameter is needed to be set in both **socket** and **mpi** versions
Guolin Ke's avatar
Guolin Ke committed
851
  int num_machines = 1;
Guolin Ke's avatar
Guolin Ke committed
852

853
854
855
856
  // check = >0
  // alias = local_port, port
  // desc = TCP listen port for local machines
  // desc = **Note**: don't forget to allow this port in firewall settings before training
Guolin Ke's avatar
Guolin Ke committed
857
  int local_listen_port = 12400;
Guolin Ke's avatar
Guolin Ke committed
858

859
860
861
  // check = >0
  // desc = socket time-out in minutes
  int time_out = 120;
Guolin Ke's avatar
Guolin Ke committed
862

863
864
865
  // alias = machine_list_file, machine_list, mlist
  // desc = path of file that lists machines for this parallel learning application
  // desc = each line contains one IP and one port for one machine. The format is ``ip port`` (space as a separator)
Guolin Ke's avatar
Guolin Ke committed
866
  std::string machine_list_filename = "";
Guolin Ke's avatar
Guolin Ke committed
867

868
869
  // alias = workers, nodes
  // desc = list of machines in the following format: ``ip1:port1,ip2:port2``
870
  std::string machines = "";
Guolin Ke's avatar
Guolin Ke committed
871

Guolin Ke's avatar
Guolin Ke committed
872
873
874
875
  #pragma endregion

  #pragma region GPU Parameters

876
877
  // desc = OpenCL platform ID. Usually each GPU vendor exposes one OpenCL platform
  // desc = ``-1`` means the system-wide default platform
878
  // desc = **Note**: refer to `GPU Targets <./GPU-Targets.rst#query-opencl-devices-in-your-system>`__ for more details
Guolin Ke's avatar
Guolin Ke committed
879
880
  int gpu_platform_id = -1;

881
882
  // desc = OpenCL device ID in the specified platform. Each GPU in the selected platform has a unique device ID
  // desc = ``-1`` means the default device in the selected platform
883
  // desc = **Note**: refer to `GPU Targets <./GPU-Targets.rst#query-opencl-devices-in-your-system>`__ for more details
Guolin Ke's avatar
Guolin Ke committed
884
885
  int gpu_device_id = -1;

886
  // desc = set this to ``true`` to use double precision math on GPU (by default single precision is used)
Guolin Ke's avatar
Guolin Ke committed
887
888
889
890
891
  bool gpu_use_dp = false;

  #pragma endregion

  #pragma endregion
Guolin Ke's avatar
Guolin Ke committed
892

893
894
  size_t file_load_progress_interval_bytes = size_t(10) * 1024 * 1024 * 1024;

Guolin Ke's avatar
Guolin Ke committed
895
896
  bool is_parallel = false;
  bool is_parallel_find_bin = false;
Guolin Ke's avatar
Guolin Ke committed
897
  LIGHTGBM_EXPORT void Set(const std::unordered_map<std::string, std::string>& params);
jcipar's avatar
jcipar committed
898
899
  static const std::unordered_map<std::string, std::string>& alias_table();
  static const std::unordered_set<std::string>& parameter_set();
Belinda Trotta's avatar
Belinda Trotta committed
900
  std::vector<std::vector<double>> auc_mu_weights_matrix;
901

Nikita Titov's avatar
Nikita Titov committed
902
 private:
Guolin Ke's avatar
Guolin Ke committed
903
  void CheckParamConflict();
Guolin Ke's avatar
Guolin Ke committed
904
905
  void GetMembersFromString(const std::unordered_map<std::string, std::string>& params);
  std::string SaveMembersToString() const;
Belinda Trotta's avatar
Belinda Trotta committed
906
  void GetAucMuWeights();
Guolin Ke's avatar
Guolin Ke committed
907
908
};

Guolin Ke's avatar
Guolin Ke committed
909
inline bool Config::GetString(
Guolin Ke's avatar
Guolin Ke committed
910
911
  const std::unordered_map<std::string, std::string>& params,
  const std::string& name, std::string* out) {
912
  if (params.count(name) > 0 && !params.at(name).empty()) {
Guolin Ke's avatar
Guolin Ke committed
913
914
915
916
917
918
    *out = params.at(name);
    return true;
  }
  return false;
}

Guolin Ke's avatar
Guolin Ke committed
919
inline bool Config::GetInt(
Guolin Ke's avatar
Guolin Ke committed
920
921
  const std::unordered_map<std::string, std::string>& params,
  const std::string& name, int* out) {
922
  if (params.count(name) > 0 && !params.at(name).empty()) {
923
    if (!Common::AtoiAndCheck(params.at(name).c_str(), out)) {
924
      Log::Fatal("Parameter %s should be of type int, got \"%s\"",
Guolin Ke's avatar
Guolin Ke committed
925
                 name.c_str(), params.at(name).c_str());
926
    }
Guolin Ke's avatar
Guolin Ke committed
927
928
929
930
931
    return true;
  }
  return false;
}

Guolin Ke's avatar
Guolin Ke committed
932
inline bool Config::GetDouble(
Guolin Ke's avatar
Guolin Ke committed
933
  const std::unordered_map<std::string, std::string>& params,
934
  const std::string& name, double* out) {
935
  if (params.count(name) > 0 && !params.at(name).empty()) {
936
    if (!Common::AtofAndCheck(params.at(name).c_str(), out)) {
937
      Log::Fatal("Parameter %s should be of type double, got \"%s\"",
Guolin Ke's avatar
Guolin Ke committed
938
                 name.c_str(), params.at(name).c_str());
939
    }
Guolin Ke's avatar
Guolin Ke committed
940
941
942
943
944
    return true;
  }
  return false;
}

Guolin Ke's avatar
Guolin Ke committed
945
inline bool Config::GetBool(
Guolin Ke's avatar
Guolin Ke committed
946
947
  const std::unordered_map<std::string, std::string>& params,
  const std::string& name, bool* out) {
948
  if (params.count(name) > 0 && !params.at(name).empty()) {
Guolin Ke's avatar
Guolin Ke committed
949
    std::string value = params.at(name);
Guolin Ke's avatar
Guolin Ke committed
950
    std::transform(value.begin(), value.end(), value.begin(), Common::tolower);
951
    if (value == std::string("false") || value == std::string("-")) {
Guolin Ke's avatar
Guolin Ke committed
952
      *out = false;
953
    } else if (value == std::string("true") || value == std::string("+")) {
Guolin Ke's avatar
Guolin Ke committed
954
      *out = true;
955
    } else {
956
      Log::Fatal("Parameter %s should be \"true\"/\"+\" or \"false\"/\"-\", got \"%s\"",
Guolin Ke's avatar
Guolin Ke committed
957
                 name.c_str(), params.at(name).c_str());
Guolin Ke's avatar
Guolin Ke committed
958
959
960
961
962
963
964
965
966
967
    }
    return true;
  }
  return false;
}

struct ParameterAlias {
  static void KeyAliasTransform(std::unordered_map<std::string, std::string>* params) {
    std::unordered_map<std::string, std::string> tmp_map;
    for (const auto& pair : *params) {
jcipar's avatar
jcipar committed
968
969
      auto alias = Config::alias_table().find(pair.first);
      if (alias != Config::alias_table().end()) {  // found alias
Guolin Ke's avatar
Guolin Ke committed
970
        auto alias_set = tmp_map.find(alias->second);
971
972
        if (alias_set != tmp_map.end()) {  // alias already set
                                           // set priority by length & alphabetically to ensure reproducible behavior
wxchan's avatar
wxchan committed
973
974
          if (alias_set->second.size() < pair.first.size() ||
            (alias_set->second.size() == pair.first.size() && alias_set->second < pair.first)) {
975
            Log::Warning("%s is set with %s=%s, %s=%s will be ignored. Current value: %s=%s",
Guolin Ke's avatar
Guolin Ke committed
976
977
                         alias->second.c_str(), alias_set->second.c_str(), params->at(alias_set->second).c_str(),
                         pair.first.c_str(), pair.second.c_str(), alias->second.c_str(), params->at(alias_set->second).c_str());
wxchan's avatar
wxchan committed
978
          } else {
979
            Log::Warning("%s is set with %s=%s, will be overridden by %s=%s. Current value: %s=%s",
Guolin Ke's avatar
Guolin Ke committed
980
981
                         alias->second.c_str(), alias_set->second.c_str(), params->at(alias_set->second).c_str(),
                         pair.first.c_str(), pair.second.c_str(), alias->second.c_str(), pair.second.c_str());
wxchan's avatar
wxchan committed
982
983
            tmp_map[alias->second] = pair.first;
          }
984
        } else {  // alias not set
wxchan's avatar
wxchan committed
985
986
          tmp_map.emplace(alias->second, pair.first);
        }
jcipar's avatar
jcipar committed
987
      } else if (Config::parameter_set().find(pair.first) == Config::parameter_set().end()) {
wxchan's avatar
wxchan committed
988
        Log::Warning("Unknown parameter: %s", pair.first.c_str());
Guolin Ke's avatar
Guolin Ke committed
989
990
991
      }
    }
    for (const auto& pair : tmp_map) {
wxchan's avatar
wxchan committed
992
      auto alias = params->find(pair.first);
993
      if (alias == params->end()) {  // not find
wxchan's avatar
wxchan committed
994
995
996
        params->emplace(pair.first, params->at(pair.second));
        params->erase(pair.second);
      } else {
Guolin Ke's avatar
Guolin Ke committed
997
998
999
        Log::Warning("%s is set=%s, %s=%s will be ignored. Current value: %s=%s",
                     pair.first.c_str(), alias->second.c_str(), pair.second.c_str(), params->at(pair.second).c_str(),
                     pair.first.c_str(), alias->second.c_str());
Guolin Ke's avatar
Guolin Ke committed
1000
1001
1002
1003
1004
      }
    }
  }
};

1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
inline std::string ParseObjectiveAlias(const std::string& type) {
  if (type == std::string("regression") || type == std::string("regression_l2")
    || type == std::string("mean_squared_error") || type == std::string("mse") || type == std::string("l2")
    || type == std::string("l2_root") || type == std::string("root_mean_squared_error") || type == std::string("rmse")) {
    return "regression";
  } else if (type == std::string("regression_l1") || type == std::string("mean_absolute_error")
    || type == std::string("l1") || type == std::string("mae")) {
    return "regression_l1";
  } else if (type == std::string("multiclass") || type == std::string("softmax")) {
    return "multiclass";
  } else if (type == std::string("multiclassova") || type == std::string("multiclass_ova") || type == std::string("ova") || type == std::string("ovr")) {
    return "multiclassova";
  } else if (type == std::string("xentropy") || type == std::string("cross_entropy")) {
    return "cross_entropy";
  } else if (type == std::string("xentlambda") || type == std::string("cross_entropy_lambda")) {
    return "cross_entropy_lambda";
  } else if (type == std::string("mean_absolute_percentage_error") || type == std::string("mape")) {
    return "mape";
1023
1024
1025
  } else if (type == std::string("rank_xendcg") || type == std::string("xendcg") || type == std::string("xe_ndcg")
             || type == std::string("xe_ndcg_mart") || type == std::string("xendcg_mart")) {
    return "rank_xendcg";
1026
1027
1028
1029
1030
1031
1032
1033
1034
1035
1036
1037
1038
1039
1040
  } else if (type == std::string("none") || type == std::string("null") || type == std::string("custom") || type == std::string("na")) {
    return "custom";
  }
  return type;
}

inline std::string ParseMetricAlias(const std::string& type) {
  if (type == std::string("regression") || type == std::string("regression_l2") || type == std::string("l2") || type == std::string("mean_squared_error") || type == std::string("mse")) {
    return "l2";
  } else if (type == std::string("l2_root") || type == std::string("root_mean_squared_error") || type == std::string("rmse")) {
    return "rmse";
  } else if (type == std::string("regression_l1") || type == std::string("l1") || type == std::string("mean_absolute_error") || type == std::string("mae")) {
    return "l1";
  } else if (type == std::string("binary_logloss") || type == std::string("binary")) {
    return "binary_logloss";
1041
1042
  } else if (type == std::string("ndcg") || type == std::string("lambdarank") || type == std::string("rank_xendcg")
             || type == std::string("xendcg") || type == std::string("xe_ndcg") || type == std::string("xe_ndcg_mart") || type == std::string("xendcg_mart")) {
1043
1044
1045
1046
1047
1048
1049
1050
1051
1052
1053
1054
1055
    return "ndcg";
  } else if (type == std::string("map") || type == std::string("mean_average_precision")) {
    return "map";
  } else if (type == std::string("multi_logloss") || type == std::string("multiclass") || type == std::string("softmax") || type == std::string("multiclassova") || type == std::string("multiclass_ova") || type == std::string("ova") || type == std::string("ovr")) {
    return "multi_logloss";
  } else if (type == std::string("xentropy") || type == std::string("cross_entropy")) {
    return "cross_entropy";
  } else if (type == std::string("xentlambda") || type == std::string("cross_entropy_lambda")) {
    return "cross_entropy_lambda";
  } else if (type == std::string("kldiv") || type == std::string("kullback_leibler")) {
    return "kullback_leibler";
  } else if (type == std::string("mean_absolute_percentage_error") || type == std::string("mape")) {
    return "mape";
Belinda Trotta's avatar
Belinda Trotta committed
1056
1057
  } else if (type == std::string("auc_mu")) {
    return "auc_mu";
1058
1059
1060
1061
1062
1063
  } else if (type == std::string("none") || type == std::string("null") || type == std::string("custom") || type == std::string("na")) {
    return "custom";
  }
  return type;
}

Guolin Ke's avatar
Guolin Ke committed
1064
1065
}   // namespace LightGBM

Belinda Trotta's avatar
Belinda Trotta committed
1066
#endif   // LightGBM_CONFIG_H_